+81.1%
IEMG vs ACI
-45.8%
+126.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -2.0% |
| 7D | -0.9% | -7.1% | +6.2% | -1.0% |
| 30D | +2.1% | -4.5% | +6.6% | +2.0% |
| 3M | +4.6% | -22.3% | +26.9% | +4.3% |
| 6M | +14.0% | -28.4% | +42.5% | +13.7% |
| YTD | +22.3% | -29.5% | +51.8% | +21.9% |
| 1Y | +30.7% | -34.2% | +64.9% | +31.2% |
| All | +81.1% | -45.8% | +126.8% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling